+1,014.1%
UNP vs MXL
+298.4%
+715.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.8% | -2.1% |
| 7D | -1.7% | +19.0% | -20.7% | -3.6% |
| 30D | -2.1% | +4.5% | -6.6% | -3.0% |
| 3M | +5.4% | -1.5% | +7.0% | +2.6% |
| 6M | +13.4% | +348.6% | -335.2% | -14.2% |
| YTD | +25.0% | +310.3% | -285.3% | -4.6% |
| 1Y | +34.6% | +344.7% | -310.1% | +0.7% |
| 3Y | +43.6% | +211.2% | -167.6% | +3.9% |
| 5Y | +51.7% | +34.8% | +16.9% | +18.9% |
| 10Y | +282.5% | +286.5% | -4.0% | +123.9% |
| All | +1,014.1% | +298.4% | +715.7% | +504.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling